Research Papers Published / Accepted

  1. 'An ARCH in the Nonlinear Mean (ARCH-NM) Model', Sankhya , The Indian Journal of Statistics,  Series B, vol. 62, 2000 , 327-344, co-authored with N. Sarkar.
  2. 'Modeling Money Demand in India: Testing Weak, Strong and Super Exogeneity', Indian Economic Review, vol. 35, 2000, 1-19, co-authored with K. Mandal.
  3. 'Price Discovery at the Beginning of a Trading Day: An Error Correction Model for the Indian Capital Market',  Applied Economics Letters, Vol. 9, 2002, 529-535, co-authored with K. Bhattacharya.
  4. 'Parameter Estimation in Conditional Heteroscedastic Models'. Communication in Statistics-Theory and Methods,  2003, Vol. 32, No. 6, 1135-1153, co-authored with S. Chatterjee.
  5. 'Modeling Money, Price Output in India: Vector Autoregressive and Moving Average (VARMA) Approach' Applied Economics, Vol. 35, 2003, 1219-1225.
  6. 'Reinvestigating the nature of Persistence of Shocks in the Macroeconomic Variables Relating to Indian Economy with Special Reference to Structural Changes and Seasonality' Journal of Quantitative Economics-- Journal of Indian Econometric Society, Vol 3 (new series), 2005, 21-32, co-authored with B. Singh.
  7. 'Panel Unit Root Tests under Cross-Sectional Dependence' Statistica Neerlandica,Vol. 2005, 59 (4), 414-433, co-authored with J. Breitung.
  8. 'Testing for Unit Roots in Panels with a Factor Structure' Econometric Theory,  2008, vol-24, 88-108, with J. Breitung.
  9. 'Price Convergence across Regions in India', Empirical Economics, 2008, 34, 299-313 co-authored with K. Bhattacharya.
  10. 'Is the Relative Risk Aversion Parameter Constant Over Time? A Multi-Country Study' forthcoming Empirical Economics co-authored with N. Sarkar.
  11. 'Testing for Absolute Convergence: A Panel Data  Approach' in Econophysics & Economics of Games, Social Choices and Quantitative Techniques, 2010  Springer, edited by Banasri Basu, Bikas K. Chakrabarti, Satya R. Chakravarty, Kausik Gangopadhyay .
  12. 'Unit Root Tests in Time Series Econometrics' forthcoming with N. Sarkar  in "Themes in Quantitative Economics" Allied Publishers, edited by A. Dhar, Jadavpur University.
  13. 'Regional Convergence  of Growth, Inequality and Poverty in India- An Empirical Study', Forth comming, Economic Modeling, with T. K. Mitra and G. Sinha.
  14. ' The Convergence Debate and Econometric Approaches: Evidence from India',  By Samarjit Das (forthcoming), Oxford Handbook, Oxford University Press, edited by Chetan Ghate.

     

Papers Submitted 
  1. 'Coincident Test and Convergence Hypothesis: Theory and Evidences'  with  M. Chakrabarty and A Pal. 

 

Other Publications

  1. 'Unit Root Tests in Panel Data' in Advances in Economics, Book published by Ramkrishna Mission (2006).
  2.  'Testing Proportionality in Duration Models With Respect to Continuous covariate', with A. Bhattacharjee, DAE Working Paper No 02/02, Department of Applied Economics, University of Cambridge, Cambridge, UK, 2002.

 

Last updated, March 2010